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~isPartOf:"Journal of applied econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working Paper"
~person:"Al-Yahyaee, Khamis Hamed"
~person:"Feldkircher, Martin"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Forecasting model
2
Welt
2
World
2
ARCH model
1
ARCH-Modell
1
Bayes-Statistik
1
Bayesian inference
1
Bitcoin
1
Cointegration
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Commodity derivative
1
Commodity market
1
Commodity markets
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Credit default swap
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Directional forecasts
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Downside risk
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Economic forecast
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Economic policy uncertainty
1
Financial market volatility
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Forecasting
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Global vector autoregressions
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Kointegration
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Modellierung
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Multivariate GARCH models
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Oil price
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Portfolio selection
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Risk measure
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Rohstoffderivat
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Rohstoffmarkt
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Scientific modelling
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Sensitivitätsanalyse
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VAR model
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VAR-Modell
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Volatility
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Volatilität
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forecasting
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Al-Yahyaee, Khamis Hamed
Feldkircher, Martin
Carriero, Andrea
5
Marcellino, Massimiliano
4
Kapetanios, George
3
Pierdzioch, Christian
3
Clark, Todd E.
2
Gupta, Rangan
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Journal of applied econometrics
The North American journal of economics and finance : a journal of financial economics studies
Working Paper
Focus on European economic integration
1
Working paper
1
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ECONIS (ZBW)
2
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Volatility
forecasting
, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
2
Forecasting
with global vector autoregressive models : a Bayesian approach
Crespo Cuaresma, Jesús
;
Feldkircher, Martin
;
Huber, Florian
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1371-1391
Persistent link: https://www.econbiz.de/10011687530
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